Trading Metrics calculated at close of trading on 10-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
12,574.65 |
12,526.78 |
-47.87 |
-0.4% |
12,215.92 |
High |
12,621.55 |
12,649.31 |
27.76 |
0.2% |
12,696.29 |
Low |
12,468.97 |
12,497.22 |
28.25 |
0.2% |
12,176.11 |
Close |
12,527.26 |
12,581.98 |
54.72 |
0.4% |
12,609.42 |
Range |
152.58 |
152.09 |
-0.49 |
-0.3% |
520.18 |
ATR |
210.65 |
206.47 |
-4.18 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,032.44 |
12,959.30 |
12,665.63 |
|
R3 |
12,880.35 |
12,807.21 |
12,623.80 |
|
R2 |
12,728.26 |
12,728.26 |
12,609.86 |
|
R1 |
12,655.12 |
12,655.12 |
12,595.92 |
12,691.69 |
PP |
12,576.17 |
12,576.17 |
12,576.17 |
12,594.46 |
S1 |
12,503.03 |
12,503.03 |
12,568.04 |
12,539.60 |
S2 |
12,424.08 |
12,424.08 |
12,554.10 |
|
S3 |
12,271.99 |
12,350.94 |
12,540.16 |
|
S4 |
12,119.90 |
12,198.85 |
12,498.33 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,054.48 |
13,852.13 |
12,895.52 |
|
R3 |
13,534.30 |
13,331.95 |
12,752.47 |
|
R2 |
13,014.12 |
13,014.12 |
12,704.79 |
|
R1 |
12,811.77 |
12,811.77 |
12,657.10 |
12,912.95 |
PP |
12,493.94 |
12,493.94 |
12,493.94 |
12,544.53 |
S1 |
12,291.59 |
12,291.59 |
12,561.74 |
12,392.77 |
S2 |
11,973.76 |
11,973.76 |
12,514.05 |
|
S3 |
11,453.58 |
11,771.41 |
12,466.37 |
|
S4 |
10,933.40 |
11,251.23 |
12,323.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,733.66 |
12,468.97 |
264.69 |
2.1% |
139.37 |
1.1% |
43% |
False |
False |
|
10 |
12,733.66 |
12,176.11 |
557.55 |
4.4% |
171.44 |
1.4% |
73% |
False |
False |
|
20 |
12,733.66 |
11,756.60 |
977.06 |
7.8% |
226.00 |
1.8% |
84% |
False |
False |
|
40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
224.08 |
1.8% |
83% |
False |
False |
|
60 |
12,777.50 |
11,634.82 |
1,142.68 |
9.1% |
242.77 |
1.9% |
83% |
False |
False |
|
80 |
13,563.48 |
11,634.82 |
1,928.66 |
15.3% |
230.91 |
1.8% |
49% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
227.30 |
1.8% |
44% |
False |
False |
|
120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.5% |
224.36 |
1.8% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,295.69 |
2.618 |
13,047.48 |
1.618 |
12,895.39 |
1.000 |
12,801.40 |
0.618 |
12,743.30 |
HIGH |
12,649.31 |
0.618 |
12,591.21 |
0.500 |
12,573.27 |
0.382 |
12,555.32 |
LOW |
12,497.22 |
0.618 |
12,403.23 |
1.000 |
12,345.13 |
1.618 |
12,251.14 |
2.618 |
12,099.05 |
4.250 |
11,850.84 |
|
|
Fisher Pivots for day following 10-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
12,579.08 |
12,574.37 |
PP |
12,576.17 |
12,566.75 |
S1 |
12,573.27 |
12,559.14 |
|